Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.05% | 22.11 CHF | 22.12 CHF | 250,000 | 250,000 | 249,791 | 249,791 | 5,498,460 CHF | 5,500,960 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 21.84 CHF | 21.85 CHF | 250,000 | 250,000 | 249,517 | 249,517 | 5,376,620 CHF | 5,379,120 CHF | 99.90% | 99.90% |
14/05/2024 | 0.05% | 21.34 CHF | 21.35 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,326,210 CHF | 5,328,710 CHF | 99.72% | 99.72% |
13/05/2024 | 0.05% | 21.33 CHF | 21.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,338,870 CHF | 5,341,370 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 21.25 CHF | 21.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,341,150 CHF | 5,343,650 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 21.01 CHF | 21.02 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 5,243,000 CHF | 5,245,500 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 21.06 CHF | 21.07 CHF | 250,000 | 250,000 | 249,870 | 249,870 | 5,240,170 CHF | 5,242,670 CHF | 99.72% | 99.72% |
06/05/2024 | 0.05% | 20.68 CHF | 20.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,146,620 CHF | 5,149,120 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 20.20 CHF | 20.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,038,460 CHF | 5,040,960 CHF | 99.58% | 99.58% |
02/05/2024 | 0.05% | 19.86 CHF | 19.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,964,630 CHF | 4,967,130 CHF | 99.55% | 99.55% |